HKEx broadens type of RMB derivatives available to the market
The impact of an increasingly competitive landscape for retail deposits in Australia will felt in pricing, not liquidity – with the growing appeal of other asset classes a more significant threat ...
Proposal for a transaction tax on futures and options could have a dramatic impact on Korea's derivatives market
More Asia articles
Following risk management failures in the financial crisis, Japanese variable annuity providers’ new VA offerings include conservative investment objectives and sophisticated hedging strategies, c...
China insurers now allowed to invest in hybrid, convertible bonds and infrastructure asset and real estate
Clearing the obstacles
The credit valuation adjustment (CVA) capital charge in Basel III comes in two flavours: advanced (simulations) and standardised (formula). In this article, Michael Pykhtin shows that the standardis...
Rise of the redback
Plugging the gaps
Exotic commodity derivatives will become even less attractive to the Asian market following Ice's move to transform swaps to futures
Singapore becomes the first exchange in Asia to implement Iosco principles
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.